Pengyu Wei, University of Waterloo

Research

Asset pricing Behavioral finance Optimization Portfolio choice Reinsurance Risk management Risk measure Stochastic control

Latest funding

Risk measures in portfolio selection and optimal reinsurance
NSERC · 2020 · Principal investigator
$90,000
Risk measures in portfolio selection and optimal reinsurance
NSERC · 2020 · Principal investigator
$12,500

All 2 grants and awards

Risk measures in portfolio selection and optimal reinsurance

Principal investigatorNSERC2020Discovery Grants Program - Individual

Principal investigators: Wei, Pengyu

Keywords: risk measure; risk management; utility maximization; portfolio choice; asset pricing; behavioral finance; stochastic control; optimization; reinsurance

$90,000

Risk measures in portfolio selection and optimal reinsurance

Principal investigatorNSERC2020Discovery Launch Supplement

Principal investigators: Wei, Pengyu

$12,500

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

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Applying for

Mention their NSERC grant from 2020

Subject: Prospective PhD student: Asset pricing Dear Professor Wei, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on asset pricing connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your NSERC-funded project "Risk measures in portfolio selection and optimal reinsurance" (2020), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]